-2.2%
SHOP vs GSK
+47.2%
-49.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.8% |
| 7D | -2.7% | +4.9% | -7.6% | -3.2% |
| 30D | -11.0% | +10.8% | -21.8% | -12.0% |
| 3M | +0.3% | -1.8% | +2.1% | +0.4% |
| 6M | +37.7% | +4.1% | +33.6% | +36.9% |
| YTD | -5.5% | +7.9% | -13.4% | -7.1% |
| 1Y | -0.2% | +14.4% | -14.7% | -2.8% |
| 3Y | +151.9% | +68.1% | +83.8% | +119.1% |
| 5Y | -2.2% | +47.7% | -49.9% | -20.0% |
| All | -2.2% | +47.2% | -49.4% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling